rootWishartHD
Exact and Log-Scale Tail Probabilities for Roy's Largest Root
Provides distribution functions and log-scale tail probabilities for Roy's largest root in single and double Wishart (Jacobi ensemble) settings. This package is derived from the 'rootWishart' package by Maxime Turgeon and extends it with numerically robust log-CDF/log-survival evaluation, tail-aware adaptive precision, and high-dimensional validation utilities, based on Chiani (2014) <DOI:10.1016/j.jmva.2014.04.002> and Chiani (2016) <DOI:10.1016/j.jmva.2015.10.007>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.95.2 |
rolling linux/jammy R-4.5 | rootWishartHD_0.95.2.tar.gz |
697.6 KiB |
0.95.2 |
rolling linux/noble R-4.5 | rootWishartHD_0.95.2.tar.gz |
713.4 KiB |
0.95.2 |
rolling source/ R- | rootWishartHD_0.95.2.tar.gz |
102.2 KiB |
0.95.2 |
latest linux/jammy R-4.5 | rootWishartHD_0.95.2.tar.gz |
697.6 KiB |
0.95.2 |
latest linux/noble R-4.5 | rootWishartHD_0.95.2.tar.gz |
713.4 KiB |
0.95.2 |
latest source/ R- | rootWishartHD_0.95.2.tar.gz |
102.2 KiB |
0.95.2 |
2026-04-23 source/ R- | rootWishartHD_0.95.2.tar.gz |
0 B |